First, I must say I have no knowledge about PGF/TikZ nor PSTricks, but I would like to draw the following or similar closed contours using one of them or another adequate package. Where can I find the TikZ and the PSTricks manuals?
I would appreciate if you could indicate the code to draw one of the diagrams.

ADDED: I've found this TikZ Manual for Version 2.10. It coincides with the package version installed on my computer, as I checked after the help of Benedikt Bauer's comments.

The TikZ documentation itself contains some very nice tutorials. One of them is alreay quite close to what you want to do. As it has been installed with your TeX distribution it should be enough to enter texdoc tikz (or, if this shouldn't work texdoc pgf) into a text mode console window on your computer. Alternatively you can just take your favourite search engine to search for pgfmanual. But be aware that you could get a version this way that won't fit the version installed in your TeX system.
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Benedikt BauerOct 18 '12 at 11:41

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I think you should first try by yourself and the post the code. The forum generally helps to fix the mistakes in the code, but rarely to write the entire code.
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RajOct 18 '12 at 11:43

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@AméricoTavares You are indeed right about the cases that sometimes even though we are trying to push the askers to give us at least an MWE some questions get answered without a MWE. We are hoping that this would not encourage the users to post more and more do-it-for-me questions. The main problem is to create a problem set up from scratch just to answer each question and if you can provide the bare minimal people can directly copy/paste your base MWE and directly attack the problem instead of trying to fix many boring prerequisites (also some are too tempting to answer, like yours :) ).
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percusseOct 18 '12 at 12:19

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If you are on a windows system, hit Windows+R keys and in the window that is popping up, enter the commands. On a Linux desktop Alt+F2 should bring up a similar dialogue.
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Benedikt BauerOct 18 '12 at 12:23

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"Do-it-for-me" questions are also interesting for some users especially when no other questions are interesting.
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kiss my armpitOct 18 '12 at 13:16

With Tikz we have several problems. First we need to use some angles to draw arcs and it's not easy if you don't know some mathematics notions like asin and atan2, then there is the problem to draw arrow at specific places.
The first solutions are based on tkz-euclide. The problem with tkz-eucide is the syntax base on pst-eucl and latex. I understand that a lot of users prefer to use only tikz. The main problem is that tkz-euclide is not very flexible and it's not easy to extend the commands. The last point is the notion of path, we can't use this notion as in tikz.

A fine solution is the last one based only on tikz.

It's possible to use tkz-euclide. The solution uses the same way as pst-eucl, because we can draw an arc from one point in the direction of another point. We don't need to calculate angles

1) I define four points B, C and D,E and I draw the arc with center O from B to C and from D to E.

For those who don't know how to compile PSTricks codes: Compile each of the following codes with either a combo (much faster) latex followed by dvips followed by ps2pdf or a single run (much slower) of xelatex to get a PDF output. Once you get PDF images, you can import these PDF images within your main TeX input file using \includegraphics{filename}. The main TeX input file must be compiled with pdflatex (faster) or xelatex (much slower).

The sad news is that ArrowInside is not available for psarc. :(
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kiss my armpitOct 18 '12 at 12:32

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@AméricoTavares: As a result, we have to draw the middle arrow manually using two steps.
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kiss my armpitOct 18 '12 at 13:12

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@AméricoTavares: With an additional package, we can compile PSTricks code with pdflatex. But in my opinion, compiling each standalone diagram with xelatex (slower) or latex-dvips-ps2pdf (much faster) to get a PDF output and import these PDF diagrams in your main TeX input file compiled with pdflatex is a better approach compared to mix the diagram codes and text contents in a single TeX input file compiled with pdflatex.
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kiss my armpitOct 18 '12 at 13:48

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Thanks again. I will await one or two days, hoping someone posts an answer using TikZ. If there is none I will accept your very good answer.
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Américo TavaresOct 18 '12 at 13:55

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I had not yet scrolled all the way down, but upon seeing the animated ring I already knew who the author was ;)
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Tom BombadilOct 18 '12 at 15:56